ON BIVARIATE EXPONENTIAL DISTRIBUTION BASED ON ALI-MIKAILHAQ COPULA FUNCTION

Abstract

Copula function has become one of the most popular methods in constructing bivariate distributions. In this article a new bivariate generalized exponential distribution based on Ali-MikailHaqs copula function is introduced. Estimation of the parameters of the Ali-MikailHaq bivariate generalized exponential distribution was obtained via Bayesian method of estimation. An application of the proposed methodology was illustrated by fitting the distribution to a survival data set and compares its performance with other competing distribution. Based on the deviance information criteria (DIC) values, it is shown that, the Bivariate generalized exponential Ali-Mikha’il-Haq distribution is more efficient.